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Cover of Diffusions, Markov Processes and Martingales

Diffusions, Markov Processes and Martingales

Volume 2, Ito Calculus

by L. C. G. Rogers, D. Williams, David Williams

Cambridge University Press · 2000

₹4,482

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About this book

Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus by L. C. G. Rogers, D. Williams & others is a 496-page book published by Cambridge University Press in 2000. The original work dates from 1994. It belongs to the Cambridge mathematical library series. This is the 2nd edition.

The book deals with Diffusion processes, Martingales (Mathematics), Markov processes and Probability & statistics.

Book details

ISBN-13
9780521775939
ISBN-10
0521775930
Authors
L. C. G. Rogers, D. Williams, David Williams
Published
2000
First published
1994
Series
Cambridge mathematical library
Edition
2nd ed.
Pages
496
Language
English
Condition
New
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